Find the expected return-standard deviation of a portfolio

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Reference no: EM131566546

Consider the following information:

Risky Assets:                    A                                 B

Expected return:                12%                             8%

Standard deviation:            25%                             14%

Correlation:                                               .3

Risk-free rate = 3% (Treasury Bill Rate)

a-Find the expected return, variance, standard deviation of a portfolio with 30% of funds invested in A and 70% invested in B.

Reference no: EM131566546

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